MANAJEMEN RISIKO RISK MANAGEMENT

101 PT BANK INA PERDANA Tbk 2016 Annual Report Indonesian language. PT BANK INA PERDANA TBK CATATAN ATAS LAPORAN KEUANGAN Tanggal 31 Desember 2016 dan untuk Tahun yang Berakhir pada Tanggal Tersebut Disajikan dalam Jutaan Rupiah, kecuali dinyatakan lain PT BANK INA PERDANA TBK NOTES TO THE FINANCIAL STATEMENTS As of December 31, 2016 and for the Year Then Ended Expressed in Million of Rupiah, unless otherwise stated 35. MANAJEMEN RISIKO lanjutan 35. RISK MANAGEMENT continued Risiko Pasar Market Risk Risiko pasar adalah risiko dimana nilai wajar atau arus kas masa depan dari instrumen keuangan akan berfluktuasi karena perubahan dalam faktor dalam pasar, seperti tingkat suku bunga dan nilai tukar. Market risk is the risk that the fair value or future cash flows of financial instruments will fluctuate due to changes in market factors, such as interest rates and foreign exchange rates. i Risiko suku bunga i Interest rate risk Dalam melaksanakan aktivitasnya, Bank terekspos pada risiko suku bunga yang terdapat pada aktivitas fungsional Bank seperti kegiatan treasuri dan investasi dalam surat berharga dan pasar uang serta kegiatan pendanaan. Pemantauan terhadap risiko pasar dilakukan secara harian, yang antara lain dilakukan terhadap posisi surat berharga kategori available-for-sale AFS dan trading book TB. Pengelolaan risiko suku bunga dilakukan terhadap posisi instrumen keuangan baik dalam trading book maupun banking book. In carrying out its activities, the Bank is exposed to interest rate risk that is contained in the Banks functional activities such as treasury and investment activities in securities and money market and financing activities. The monitoring of market risk are made daily, which among other things made the position of the category of securities available for sale AFS and trading book TB. Interest rate risk management is done on the position of financial instruments in both the trading book and the banking book. Risiko suku bunga dalam trading book dihitung dengan metode standar sesuai dengan ketentuan Otoritas Jasa Keuangan OJK yang berlaku, yaitu meliputi risiko spesifik menggunakan Metode Jatuh Tempo dan risiko umum. Sedangkan risiko suku bunga dalam banking book dikelola dengan melakukan analisa repricing gap antara Risk Sensitive Asset RSA dan Risk Sensitive Liabilities RSL. Analisa repricing gap dilakukan untuk mengukur dampak dari perubahan suku bunga naikturun pada banking book tersebut terhadap pendapatan bunga bersih Net Increase Income atau NII. Pengelolaan risiko suku bunga dilengkapi dengan analisa sensitivitas secara periodik untuk mengukur dampak dari perubahan suku bunga yang signifikan. Risiko suku bunga dalam Banking Book IRBB pada tanggal 31 Desember 2016 dinilai sedang yang tercermin dari gap asset - liabilities kumulatif pada skala waktu 0 - 3 bulan yang masih cukup besar cenderung meningkat diakhir tahun. Untuk memitigasi risiko IRBB ini, Bank secara konsisten menerapkan pengenaan suku bunga mengambang floating rate hampir di semua produk funding dan lending, dengan tujuan agar dapat secara cepat dilakukan penyelarasan apabila risiko IRBB ini berpotensi mempengaruhi NII secara signifikan. Bank juga terus memperbaiki struktur pendapatan dari fee based income, agar pengaturan suku bunga dapat lebih fleksibel dan memiliki daya saing. Interest rate risk in the trading book are calculated by standard methods in accordance with the provisions of the Financial Services Authority FSA in force, which includes the specific risks using method Maturity and general risk. While the interest rate risk in the banking book is managed by analyzing the repricing gap between Risk Sensitive Assets RSA and the Risk Sensitive Liabilities RSL. Repricing gap analysis was conducted to measure the impact of changes in interest rates up down on the banking book to the net interest income Net Income Increase or NII. Interest rate risk management is equipped with a sensitivity analysis periodically to measure the impact of changes in interest rates significantly. Interest rate risk in the Banking Book IRBB on December 31, 2016 were rated as reflected in asset gap - cumulative liabilities on time scales of 0 - 3 months is still quite large tend to rise at the end of the year. IRBB to mitigate risk, the Bank has consistently applied the imposition of interest rate floating rate virtually all funding and lending products, with the aim that can be rapidly carried out alignment when the risk of potentially affect NII IRBB significantly. The Bank also continued to improve the structure of revenues from fee- based income, so that setting interest rates can be more flexible and competitive. 102 PT BANK INA PERDANA Tbk Laporan Tahunan 2016 Indonesian language. PT BANK INA PERDANA TBK CATATAN ATAS LAPORAN KEUANGAN Tanggal 31 Desember 2016 dan untuk Tahun yang Berakhir pada Tanggal Tersebut Disajikan dalam Jutaan Rupiah, kecuali dinyatakan lain PT BANK INA PERDANA TBK NOTES TO THE FINANCIAL STATEMENTS As of December 31, 2016 and for the Year Then Ended Expressed in Million of Rupiah, unless otherwise stated 35. MANAJEMEN RISIKO lanjutan 35. RISK MANAGEMENT continued